Heteroskedasticity-Consistent Inference for Linear Models


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Documentation for package ‘hcinfer’ version 0.1.0

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coef.hcinfer Extract model coefficients from an hcinfer object
confint.hcinfer Confidence intervals for hcinfer objects
hcinfer Heteroskedasticity-consistent Wald inference
hc_methods Available heteroskedasticity-consistent estimators
plot.hcinfer Plot robust confidence intervals
plot.hcinfer_vcov Plot HC adjustment factors against leverages
print.hcinfer Print hcinfer objects
print.hcinfer_vcov Print hcinfer covariance objects
PublicSchools Public school expenditure and income by US state
summary.hcinfer Summarize heteroskedasticity-consistent inference
summary.hcinfer_vcov Summarize heteroskedasticity-consistent covariance objects
tests Extract coefficient test results
tests.hcinfer Extract coefficient test results
vcov.hcinfer Extract robust covariance matrices
vcov.hcinfer_vcov Extract robust covariance matrices
vcov_hc Heteroskedasticity-consistent covariance estimator